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Mathematics of Derivative Securities

Mathematics of Derivative Securities

Hardcover

Series: Publications of the Newton Institute, Book 15

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 0521584248
ISBN13: 9780521584241
Publisher: Cambridge University Press
Published: Oct 13 1997
Pages: 600
Weight: 2.30
Height: 1.70 Width: 6.31 Depth: 9.27
Language: English
The papers in this volume address various aspects of financial derivatives that range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. This broad and important collection will interest both academic scholars and financial engineers.

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Probability & Statistics